Why do you think this is the only way that the law allows it?
If you get a fiancee visa for the USA, it's a signal that you, as a Canadian, intend to move to the USA. You do not need a visa to get married in the USA - anyone can show up at a wedding chapel in the US and get married. The fiance visa for the USA is for fiance/es intending to immigrate to the USA.
If your intention is to reside in Canada, you have some options:
1. Get married in the USA and then apply for outland sponsorship. You do not need a fiance visa for the USA to do this. If you get married in the USA and then try to come into Canada, you may (though you may not!) get stopped and questioned and risk denial of entry.
2. Get married in Canada and stay in Canada. She can come to Canada and you can get married in Canada. She can then apply for inland sponsorship. You need to get her to Canada. She can say at the border she is there to see you. The border officer generally won't care unless she is literally moving house at the same time.
3. Get married in Canada, return to the USA, and apply outland. Takes 6-8 weeks.
To reiterate - a fiancee visa in the USA is for fiancees who intend to immigrate into the USA. You do not require a visa to sign a marriage certificate in the USA.